+2,789.9%
AVGO vs EL
+28.3%
+2,761.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.2% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -13.7% | +13.7% | -27.4% | -18.1% |
| 3M | -6.9% | +14.5% | -21.4% | -12.1% |
| 6M | +5.8% | +7.4% | -1.6% | +0.5% |
| YTD | +5.7% | -4.7% | +10.4% | +2.9% |
| 1Y | +9.0% | +12.9% | -3.9% | -1.2% |
| 3Y | +340.5% | -32.2% | +372.7% | +351.1% |
| 5Y | +711.1% | -68.4% | +779.4% | +1,089.0% |
| All | +2,789.9% | +28.3% | +2,761.6% | +2,232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling